Fourier transformIn mathematics, the Fourier transform is the operation that decomposes a signal into its constituent frequencies. Thus the Fourier transform of a musical chord is a mathematical representation of the amplitudes of the individual notes that make it up. The original signal depends on time, and therefore is called the time domain representation of the signal, whereas the Fourier transform depends on frequency and is called the frequency domain representation of the signal. The term Fourier transform refers both to the frequency domain representation of the signal and the process that transforms the signal to its frequency domain representation.More precisely, the Fourier transform transforms one complex-valued function of a real variable into another. In effect, the Fourier transform decomposes a function into oscillatory functions. The Fourier transform and its generalizations are the subject of Fourier analysis. In this specific case, both the time and frequency domains are unbounded linear continua. It is possible to define the Fourier transform of a function of several variables, which is important for instance in the physical study of wave motion and optics. It is also possible to generalize the Fourier transform on discrete structures such as finite groups. The efficient computation of such structures, by fast Fourier transform, is essential for high-speed computing.DefinitionThere are several common conventions for defining the Fourier transform of an integrable function ƒ: R→ C (Kaiser 1994). This article will use the definition:for every real number ξ.When the independent variable x represents time (with SI unit of seconds), the transform variable ξ representsfrequency (in hertz). Under suitable conditions, ƒ can be reconstructed from by the inverse transform:for every real number x.For other common conventions and notations, including using the angular frequency ω instead of the frequency ξ, see Other conventions and Other notations below. The Fourier transform on Euclidean space is treated separately, in which the variable x often represents position and ξ momentum.IntroductionThe motivation for the Fourier transform comes from the study of Fourier series. In the study of Fourier series, complicated functions are written as the sum of simple waves mathematically represented by sines and cosines. Due to the properties of sine and cosine it is possible to recover the amount of each wave in the sum by an integral. In many cases it is desirable to use Euler's formula, which states that e2πiθ = cos 2πθ + i sin 2πθ, to write Fourier series in terms of the basic waves e2πiθ. This has the advantage of simplifying many of the formulas involved and providing a formulation for Fourier series that more closely resembles the definition followed in this article. This passage from sines and cosines to complex exponentials makes it necessary for the Fourier coefficients to becomplex valued. The usual interpretation of this complex number is that it gives both the amplitude (or size) of the wave present in the function and the phase (or the initial angle) of the wave. This passage also introduces the need for negative "frequencies". If θ were measured in seconds then the waves e2πiθ and e−2πiθ would both complete one cycle per second, but they represent different frequencies in the Fourier transform. Hence, frequency no longer measures the number of cycles per unit time, but is closely related.There is a close connection between the definition of Fourier series and the Fourier transform for functions ƒ which are zero outside of an interval. For such a function we can calculate its Fourier series on any interval that includes the interval where ƒ is not identically zero. The Fourier transform is also defined for such a function. As we increase the length of the interval on which we calculate the Fourier series, then the Fourier series coefficients begin to look like the Fourier transform and the sum of the Fourier series of ƒ begins to look like the inverse Fourier transform. To explain this more precisely, suppose that T is large enough so that the interval [−T/2,T/2] contains the interval onis given by:which ƒ is not identically zero. Then the n-th series coefficient cnComparing this to the definition of the Fourier transform it follows that since ƒ(x) is zero outside [−T/2,T/2]. Thus the Fourier coefficients are just the values of the Fourier transform sampled on a grid of width 1/T. As T increases the Fourier coefficients more closely represent the Fourier transform of the function.Under appropriate conditions the sum of the Fourier series of ƒ will equal the function ƒ. In other words ƒ can be written:= n/T, and Δξ = (n + 1)/T − n/T = 1/T. where the last sum is simply the first sum rewritten using the definitions ξnThis second sum is a Riemann sum, and so by letting T → ∞ it will converge to the integral for the inverse Fourier transform given in the definition section. Under suitable conditions this argument may be made precise (Stein & Shakarchi 2003).could be thought of as the "amount" of the wave in the Fourier series of In the study of Fourier series the numbers cnƒ. Similarly, as seen above, the Fourier transform can be thought of as a function that measures how much of each individual frequency is present in our function ƒ, and we can recombine these waves by using an integral (or "continuous sum") to reproduce the original function.The following images provide a visual illustration of how the Fourier transform measures whether a frequency is present in a particular function. The function depicted oscillates at 3 hertz (if t measures seconds) and tends quickly to 0. This function was specially chosen to have a real Fourier transform which can easily be plotted. The first image contains its graph. In order to calculate we must integrate e−2πi(3t)ƒ(t). The second image shows the plot of the real and imaginary parts of this function. The real part of the integrand is almost always positive, this is because when ƒ(t) is negative, then the real part of e−2πi(3t) is negative as well. Because they oscillate at the same rate, when ƒ(t) is positive, so is the real part of e−2πi(3t). The result is that when you integrate the real part of the integrand you get a relatively large number (in this case 0.5). On the other hand, when you try to measure a frequency that is not present, as in the case when we look at , the integrand oscillates enough so that the integral is very small. The general situation may be a bit more complicated than this, but this in spirit is how the Fourier transform measures how much of an individual frequency is present in a function ƒ(t).Original function showingoscillation 3 hertz.Real and imaginary parts of integrand for Fourier transformat 3 hertzReal and imaginary parts of integrand for Fourier transformat 5 hertz Fourier transform with 3 and 5hertz labeled.Properties of the Fourier transformAn integrable function is a function ƒon the real line that is Lebesgue-measurable and satisfiesBasic propertiesGiven integrable functions f (x ), g (x ), and h (x ) denote their Fourier transforms by, , andrespectively. The Fourier transform has the following basic properties (Pinsky 2002).LinearityFor any complex numbers a and b , if h (x ) = aƒ(x ) + bg(x ), thenTranslationFor any real number x 0, if h (x ) = ƒ(x − x 0), thenModulationFor any real number ξ0, if h (x ) = e 2πixξ0ƒ(x ), then.ScalingFor a non-zero real number a , if h (x ) = ƒ(ax ), then. The case a = −1 leads to the time-reversal property, which states: if h (x ) = ƒ(−x ), then.ConjugationIf , thenIn particular, if ƒ is real, then one has the reality conditionAnd ifƒ is purely imaginary, thenConvolutionIf , thenUniform continuity and the Riemann–Lebesgue lemmaThe rectangular function is Lebesgue integrable.The sinc function, which is the Fourier transform of the rectangular function, is bounded andcontinuous, but not Lebesgue integrable.The Fourier transform of an integrable function ƒ is bounded and continuous, but need not be integrable – for example, the Fourier transform of the rectangular function, which is a step function (and hence integrable) is the sinc function, which is not Lebesgue integrable, though it does have an improper integral: one has an analog to thealternating harmonic series, which is a convergent sum but not absolutely convergent.It is not possible in general to write the inverse transform as a Lebesgue integral. However, when both ƒ and are integrable, the following inverse equality holds true for almost every x:Almost everywhere, ƒ is equal to the continuous function given by the right-hand side. If ƒ is given as continuous function on the line, then equality holds for every x.A consequence of the preceding result is that the Fourier transform is injective on L1(R).The Plancherel theorem and Parseval's theoremLet f(x) and g(x) be integrable, and let and be their Fourier transforms. If f(x) and g(x) are also square-integrable, then we have Parseval's theorem (Rudin 1987, p. 187):where the bar denotes complex conjugation.The Plancherel theorem, which is equivalent to Parseval's theorem, states (Rudin 1987, p. 186):The Plancherel theorem makes it possible to define the Fourier transform for functions in L2(R), as described in Generalizations below. The Plancherel theorem has the interpretation in the sciences that the Fourier transform preserves the energy of the original quantity. It should be noted that depending on the author either of these theorems might be referred to as the Plancherel theorem or as Parseval's theorem.See Pontryagin duality for a general formulation of this concept in the context of locally compact abelian groups.Poisson summation formulaThe Poisson summation formula provides a link between the study of Fourier transforms and Fourier Series. Given an integrable function ƒ we can consider the periodic summation of ƒ given by:where the summation is taken over the set of all integers k. The Poisson summation formula relates the Fourier series of to the Fourier transform of ƒ. Specifically it states that the Fourier series of is given by:Convolution theoremThe Fourier transform translates between convolution and multiplication of functions. If ƒ(x) and g(x) are integrablefunctions with Fourier transforms and respectively, then the Fourier transform of the convolution is given by the product of the Fourier transforms and (under other conventions for the definition of theFourier transform a constant factor may appear).This means that if:where ∗ denotes the convolution operation, then:In linear time invariant (LTI) system theory, it is common to interpret g(x) as the impulse response of an LTI systemwith input ƒ(x) and output h(x), since substituting the unit impulse for ƒ(x) yields h(x) = g(x). In this case, represents the frequency response of the system.Conversely, if ƒ(x) can be decomposed as the product of two square integrable functions p(x) and q(x), then theFourier transform of ƒ(x) is given by the convolution of the respective Fourier transforms and .Cross-correlation theoremIn an analogous manner, it can be shown that if h(x) is the cross-correlation of ƒ(x) and g(x):then the Fourier transform of h(x) is:As a special case, the autocorrelation of function ƒ(x) is:for whichEigenfunctionsOne important choice of an orthonormal basis for L2(R) is given by the Hermite functionswhere are the "probabilist's" Hermite polynomials, defined by Hn(x) = (−1)n exp(x2/2) D n exp(−x2/2). Under this convention for the Fourier transform, we have thatIn other words, the Hermite functions form a complete orthonormal system of eigenfunctions for the Fourier transform on L2(R) (Pinsky 2002). However, this choice of eigenfunctions is not unique. There are only four different eigenvalues of the Fourier transform (±1 and ±i) and any linear combination of eigenfunctions with the same eigenvalue gives another eigenfunction. As a consequence of this, it is possible to decompose L2(R) as a directsum of four spaces H0, H1, H2, and H3where the Fourier transform acts on Hksimply by multiplication by i k. Thisapproach to define the Fourier transform is due to N. Wiener (Duoandikoetxea 2001). The choice of Hermite functions is convenient because they are exponentially localized in both frequency and time domains, and thus give rise to the fractional Fourier transform used in time-frequency analysis (Boashash 2003).Fourier transform on Euclidean spaceThe Fourier transform can be in any arbitrary number of dimensions n. As with the one-dimensional case there are many conventions, for an integrable function ƒ(x) this article takes the definition:where x and ξ are n-dimensional vectors, and x·ξ is the dot product of the vectors. The dot product is sometimes written as .All of the basic properties listed above hold for the n-dimensional Fourier transform, as do Plancherel's and Parseval's theorem. When the function is integrable, the Fourier transform is still uniformly continuous and the Riemann–Lebesgue lemma holds. (Stein & Weiss 1971)Uncertainty principleGenerally speaking, the more concentrated f(x) is, the more spread out its Fourier transform must be. In particular, the scaling property of the Fourier transform may be seen as saying: if we "squeeze" a function in x, its Fourier transform "stretches out" in ξ. It is not possible to arbitrarily concentrate both a function and its Fourier transform.The trade-off between the compaction of a function and its Fourier transform can be formalized in the form of an Uncertainty Principle by viewing a function and its Fourier transform as conjugate variables with respect to the symplectic form on the time–frequency domain: from the point of view of the linear canonical transformation, the Fourier transform is rotation by 90° in the time–frequency domain, and preserves the symplectic form.Suppose ƒ(x) is an integrable and square-integrable function. Without loss of generality, assume that ƒ(x) is normalized:It follows from the Plancherel theorem that is also normalized.The spread around x = 0 may be measured by the dispersion about zero (Pinsky 2002) defined byIn probability terms, this is the second moment of about zero.The Uncertainty principle states that, if ƒ(x ) is absolutely continuous and the functions x ·ƒ(x ) and ƒ′(x ) are square integrable, then(Pinsky 2002).The equality is attained only in the case (hence ) where σ > 0is arbitrary and C 1 is such that ƒ is L 2–normalized (Pinsky 2002). In other words, where ƒ is a (normalized) Gaussian function, centered at zero.In fact, this inequality implies that:for any in R (Stein & Shakarchi 2003).In quantum mechanics, the momentum and position wave functions are Fourier transform pairs, to within a factor of Planck's constant. With this constant properly taken into account, the inequality above becomes the statement of the Heisenberg uncertainty principle (Stein & Shakarchi 2003).Spherical harmonicsLet the set of homogeneous harmonic polynomials of degree k on R n be denoted by A k . The set A k consists of the solid spherical harmonics of degree k . The solid spherical harmonics play a similar role in higher dimensions to the Hermite polynomials in dimension one. Specifically, if f (x ) = e −π|x |2P (x ) for some P (x ) in A k , then. Let the set H k be the closure in L 2(R n ) of linear combinations of functions of the form f (|x |)P (x )where P (x ) is in A k . The space L 2(R n ) is then a direct sum of the spaces H k and the Fourier transform maps each space H k to itself and is possible to characterize the action of the Fourier transform on each space H k (Stein & Weiss 1971). Let ƒ(x ) = ƒ0(|x |)P (x ) (with P (x ) in A k ), then whereHere J (n + 2k − 2)/2 denotes the Bessel function of the first kind with order (n + 2k − 2)/2. When k = 0 this gives a useful formula for the Fourier transform of a radial function (Grafakos 2004).Restriction problemsIn higher dimensions it becomes interesting to study restriction problems for the Fourier transform. The Fourier transform of an integrable function is continuous and the restriction of this function to any set is defined. But for a square-integrable function the Fourier transform could be a general class of square integrable functions. As such, the restriction of the Fourier transform of an L 2(R n ) function cannot be defined on sets of measure 0. It is still an active area of study to understand restriction problems in L p for 1 < p < 2. Surprisingly, it is possible in some cases to define the restriction of a Fourier transform to a set S , provided S has non-zero curvature. The case when S is the unit sphere in R n is of particular interest. In this case the Tomas-Stein restriction theorem states that the restriction of the Fourier transform to the unit sphere in R n is a bounded operator on L p provided 1 ≤ p ≤ (2n + 2) / (n + 3).One notable difference between the Fourier transform in 1 dimension versus higher dimensions concerns the partial sum operator. Consider an increasing collection of measurable sets E R indexed by R ∈ (0,∞): such as balls of radius R centered at the origin, or cubes of side 2R . For a given integrable function ƒ, consider the function ƒR defined by:Suppose in addition that ƒ is in L p (R n ). For n = 1 and 1 < p < ∞, if one takes E R = (−R, R), then ƒR converges to ƒ in L p as R tends to infinity, by the boundedness of the Hilbert transform. Naively one may hope the same holds true forn > 1. In the case that ERis taken to be a cube with side length R, then convergence still holds. Another naturalcandidate is the Euclidean ball ER= {ξ : |ξ| < R}. In order for this partial sum operator to converge, it is necessary that the multiplier for the unit ball be bounded in L p(R n). For n ≥ 2 it is a celebrated theorem of Charles Fefferman that the multiplier for the unit ball is never bounded unless p = 2 (Duoandikoetxea 2001). In fact, when p≠ 2, thisshows that not only may ƒR fail to converge to ƒ in L p, but for some functions ƒ ∈ L p(R n), ƒRis not even an element ofL p.GeneralizationsFourier transform on other function spacesIt is possible to extend the definition of the Fourier transform to other spaces of functions. Since compactly supported smooth functions are integrable and dense in L2(R), the Plancherel theorem allows us to extend the definition of the Fourier transform to general functions in L2(R) by continuity arguments. Further : L2(R) →L2(R) is a unitary operator (Stein & Weiss 1971, Thm. 2.3). Many of the properties remain the same for the Fourier transform. The Hausdorff–Young inequality can be used to extend the definition of the Fourier transform to include functions in L p(R) for 1 ≤ p≤ 2. Unfortunately, further extensions become more technical. The Fourier transform of functions in L p for the range 2 < p < ∞ requires the study of distributions (Katznelson 1976). In fact, it can be shown that there are functions in L p with p>2 so that the Fourier transform is not defined as a function (Stein & Weiss 1971).Fourier–Stieltjes transformThe Fourier transform of a finite Borel measure μ on R n is given by (Pinsky 2002):This transform continues to enjoy many of the properties of the Fourier transform of integrable functions. One notable difference is that the Riemann–Lebesgue lemma fails for measures (Katznelson 1976). In the case that dμ = ƒ(x) dx, then the formula above reduces to the usual definition for the Fourier transform of ƒ. In the case that μ is the probability distribution associated to a random variable X, the Fourier-Stieltjes transform is closely related to the characteristic function, but the typical conventions in probability theory take e ix·ξ instead of e−2πix·ξ (Pinsky 2002). In the case when the distribution has a probability density function this definition reduces to the Fourier transform applied to the probability density function, again with a different choice of constants.The Fourier transform may be used to give a characterization of continuous measures. Bochner's theorem characterizes which functions may arise as the Fourier–Stieltjes transform of a measure (Katznelson 1976). Furthermore, the Dirac delta function is not a function but it is a finite Borel measure. Its Fourier transform is a constant function (whose specific value depends upon the form of the Fourier transform used).Tempered distributionsThe Fourier transform maps the space of Schwartz functions to itself, and gives a homeomorphism of the space to itself (Stein & Weiss 1971). Because of this it is possible to define the Fourier transform of tempered distributions. These include all the integrable functions mentioned above, as well as well-behaved functions of polynomial growth and distributions of compact support, and have the added advantage that the Fourier transform of any tempered distribution is again a tempered distribution.The following two facts provide some motivation for the definition of the Fourier transform of a distribution. First let ƒ and g be integrable functions, and let and be their Fourier transforms respectively. Then the Fourier transform obeys the following multiplication formula (Stein & Weiss 1971),Secondly, every integrable function ƒ defines a distribution Tƒby the relationfor all Schwartz functions φ.In fact, given a distribution T, we define the Fourier transform by the relationfor all Schwartz functions φ.It follows thatDistributions can be differentiated and the above mentioned compatibility of the Fourier transform with differentiation and convolution remains true for tempered distributions.Locally compact abelian groupsThe Fourier transform may be generalized to any locally compact abelian group. A locally compact abelian group is an abelian group which is at the same time a locally compact Hausdorff topological space so that the group operations are continuous. If G is a locally compact abelian group, it has a translation invariant measure μ, called Haar measure. For a locally compact abelian group G it is possible to place a topology on the set of characters so that is also a locally compact abelian group. For a function ƒ in L1(G) it is possible to define the Fourier transform by (Katznelson 1976):Locally compact Hausdorff spaceThe Fourier transform may be generalized to any locally compact Hausdorff space, which recovers the topology but loses the group structure.Given a locally compact Hausdorff topological space X, the space A=C(X) of continuous complex-valued functions on X which vanish at infinity is in a natural way a commutative C*-algebra, via pointwise addition, multiplication, complex conjugation, and with norm as the uniform norm. Conversely, the characters of this algebra A, denoted are naturally a topological space, and can be identified with evaluation at a point of x, and one has an isometric isomorphism In the case where X=R is the real line, this is exactly the Fourier transform. Non-abelian groupsThe Fourier transform can also be defined for functions on a non-abelian group, provided that the group is compact. Unlike the Fourier transform on an abelian group, which is scalar-valued, the Fourier transform on a non-abelian group is operator-valued (Hewitt & Ross 1971, Chapter 8). The Fourier transform on compact groups is a major tool in representation theory (Knapp 2001) and non-commutative harmonic analysis.Let G be a compact Hausdorff topological group. Let Σ denote the collection of all isomorphism classes of finite-dimensional irreducible unitary representations, along with a definite choice of representation U(σ) on theHilbert space Hσ of finite dimension dσfor each σ ∈ Σ. If μ is a finite Borel measure on G, then the Fourier–Stieltjestransform of μ is the operator on Hσdefined bywhere is the complex-conjugate representation of U(σ) acting on Hσ. As in the abelian case, if μ is absolutely continuous with respect to the left-invariant probability measure λ on G, then it is represented asfor some ƒ ∈ L 1(λ). In this case, one identifies the Fourier transform of ƒ with the Fourier –Stieltjes transform of μ.The mapping defines an isomorphism between the Banach space M (G ) of finite Borel measures (see rca space) and a closed subspace of the Banach space C ∞(Σ) consisting of all sequences E = (E σ) indexed by Σ of (bounded) linear operators E σ : H σ → H σ for which the normis finite. The "convolution theorem" asserts that, furthermore, this isomorphism of Banach spaces is in fact an isomorphism of C * algebras into a subspace of C ∞(Σ), in which M (G ) is equipped with the product given by convolution of measures and C ∞(Σ) the product given by multiplication of operators in each index σ.The Peter-Weyl theorem holds, and a version of the Fourier inversion formula (Plancherel's theorem) follows: if ƒ ∈ L 2(G ), thenwhere the summation is understood as convergent in the L 2 sense.The generalization of the Fourier transform to the noncommutative situation has also in part contributed to the development of noncommutative geometry. In this context, a categorical generalization of the Fourier transform to noncommutative groups is Tannaka-Krein duality, which replaces the group of characters with the category of representations. However, this loses the connection with harmonic functions.AlternativesIn signal processing terms, a function (of time) is a representation of a signal with perfect time resolution, but no frequency information, while the Fourier transform has perfect frequency resolution, but no time information: the magnitude of the Fourier transform at a point is how much frequency content there is, but location is only given by phase (argument of the Fourier transform at a point), and standing waves are not localized in time – a sine wave continues out to infinity, without decaying. This limits the usefulness of the Fourier transform for analyzing signals that are localized in time, notably transients, or any signal of finite extent.As alternatives to the Fourier transform, in time-frequency analysis, one uses time-frequency transforms or time-frequency distributions to represent signals in a form that has some time information and some frequency information – by the uncertainty principle, there is a trade-off between these. These can be generalizations of the Fourier transform, such as the short-time Fourier transform or fractional Fourier transform, or can use different functions to represent signals, as in wavelet transforms and chirplet transforms, with the wavelet analog of the (continuous) Fourier transform being the continuous wavelet transform. (Boashash 2003). For a variable time and frequency resolution, the De Groot Fourier Transform can be considered.Applications Analysis of differential equationsFourier transforms and the closely related Laplace transforms are widely used in solving differential equations. The Fourier transform is compatible with differentiation in the following sense: if f (x ) is a differentiable function withFourier transform , then the Fourier transform of its derivative is given by . This can be used to transform differential equations into algebraic equations. Note that this technique only applies to problems whose domain is the whole set of real numbers. By extending the Fourier transform to functions of several variables partial differential equations with domain R n can also be translated into algebraic equations.。
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